Superstring Theory and CP- Violating Phases: Can They Be Related?

We investigate the possibility of large CP- violating phases in the soft breaking terms derived in superstring models. The bounds on the electric dipole moments (EDM's) of the electron and neutron are satisfied through cancellations occuring because of the structure of the string models. Three general classes of four-dimensional string models are considered: (i) orbifold compactifications of perturbative heterotic string theory, (ii) scenarios based on Ho\v{r}ava-Witten theory, and (iii) Type I string models (Type IIB orientifolds). Nonuniversal phases of the gaugino mass parameters greatly facilitate the necessary cancellations among the various contributions to the EDM's; in the overall modulus limit, the gaugino masses are universal at tree level in both the perturbative heterotic models and the Ho\v{r}ava-Witten scenarios, which severely restricts the allowed regions of parameter space. Nonuniversal gaugino masses do arise at one-loop in the heterotic orbifold models, providing for corners of parameter space with ${\cal O}(1)$ phases consistent with the phenomenological bounds. However, there is a possibility of nonuniversal gaugino masses at tree level in the Type I models, depending on the details of the embedding of the SM into the D- brane sectors. We find that in a minimal model with a particular embedding of the Standard Model gauge group into two D- brane sectors, viable large phase solutions can be obtained over a wide range of parameter space.Comment: 28 pages, 6 figures; corrected bug in the code and a few typos, results qualitatively unchange

On Classical de Sitter Vacua in String Theory

We review the prospect of obtaining tree-level de Sitter (dS) vacua and slow-roll inflation models in string compactifications. Restricting ourselves to the closed string sector and assuming the absence of NSNS-sources, we classify the minimal classical ingredients that evade the simplest no-go theorems against dS vacua and inflation. Spaces with negative integrated curvature together with certain combinations of low-dimensional orientifold planes and low-rank RR-fluxes emerge as the most promising setups of this analysis. We focus on two well-controlled classes that lead to an effective 4D, N=1 supergravity description: Type IIA theory on group or coset manifolds with SU(3)-structure and O6-planes, as well as type IIB compactifications on SU(2)-structure manifolds with O5- and O7-planes. While fully stabilized AdS vacua are generically possible, a number of problems encountered in the search for dS vacua are discussed.Comment: 4 pages, proceedings of the 9th Hellenic School on Elementary Particle Physics and Gravity, Corfu 200

Non-extremal black hole solutions from the c-map

We construct new static, spherically symmetric non-extremal black hole solutions of four-dimensional ${\cal N}=2$ supergravity, using a systematic technique based on dimensional reduction over time (the c-map) and the real formulation of special geometry. For a certain class of models we actually obtain the general solution to the full second order equations of motion, whilst for other classes of models, such as those obtainable by dimensional reduction from five dimensions, heterotic tree-level models, and type-II Calabi-Yau compactifications in the large volume limit a partial set of solutions are found. When considering specifically non-extremal black hole solutions we find that regularity conditions reduce the number of integration constants by one half. Such solutions satisfy a unique set of first order equations, which we identify. Several models are investigated in detail, including examples of non-homogeneous spaces such as the quantum deformed $STU$ model. Though we focus on static, spherically symmetric solutions of ungauged supergravity, the method is adaptable to other types of solutions and to gauged supergravity.Comment: 57 pages. Minor changes to the introduction, typos corrected and references added. Accepted for publication in JHE

Theory and Calibration of Swap Market Models

This paper introduces a general framework for market models, named Market Model Approach, through the concept of admissible sets of for-ward swap rates spanning a given tenor structure. We relate this concept to results in graph theory by showing that a set is admissible if and only if the associated graph is a tree. This connection enables us to enumerate all admissible models for a given tenor structure. Three main classes are identified within this framework, and correspond to the co-terminal, co-initial, and co-sliding model. We prove that the LIBOR market model is the only admissible model of a co-sliding type. By focusing on the co-terminal model in a lognormal setting, we develop and compare several approximating analytical formulae for caplets, while swaptions can be priced by a simple Black-type formula. A novel calibration technique is introduced to allow simultaneous calibration to caplet and swaption prices. Empirical calibration of the co-terminal model is shown to be faster, more robust and more efficient than the same procedure applied to the LIBOR market model. We then argue that the co-terminal approach is the simplest and most convenient market model for pricing and hedging a large variety of exotic interest-rate derivatives.Swap Market Model, Cap, Swaption, Calibration, Graph Theory

Relative abundance of breeding birds and habitat associations of select neotropical migrant songbirds on the Cherokee National Forest, Tennessee

Concern over apparent population declines of inland neotropical migrant birds in the United States has focused attention on the relationship between songbird habitat and forest management. To develop songbird habitat models and to assess the effects of forest management on songbirds, I surveyed breeding bird populations between 15 May and 1 July 1992 and 1993, using 20-minute, 50-m fixed-radius point counts on the Cherokee National Forest in eastern Tennessee. To assess habitat associations, I measured vegetation and physical habitat parameters at each point-count location on 0.04-ha circular plots. A sample of ~200 census points were randomly selected from the U.S. Forest Service Continuous Inventory of Stand Conditions (CISC) database for the Tellico Ranger District. Census points were stratified into 6 broad forest type classes and 3 stand condition classes. We recorded 60 and 65 species of birds within 50 m on point counts in 1992 and 1993, respectively. Neotropical migrants comprised 73% of all species observed in 1992 and 78% of all species observed in 1993. Optimal predictive models of habitat selection patterns by seven of the ten neotropical migrant songbird species deemed highest priority for management in the Southern Blue Ridge Mountains (acadian flycatcher (Empidonax virescens), black-throated blue warbler (Dendroica caerulescens), Canada warbler (Wilsonia canadensis), chestnut-sided warbler (Dendroica pensylvanica), hooded warbler (Wilsonia citrina), wood thrush (Hylocichla mustelina), and worm-eating warbler (Helmitheros vermivorus), were generated through stepwise logistic regression and best-subset selection techniques and evaluated using Hosmer and Lemeshow\u27s goodness-of-fit test and Wald\u27s chi-square test. Unbiased correct classification (jackknife) rates for the final species models varied, with chestnut-sided warbler showing the strongest model (93.5% correct classification) and hooded warbler showing the weakest model (64.5% correct classification). The best predictive model of acadian flycatcher distribution on the Tellico Ranger District contained five habitat variables - elevation, litter depth, basal area of saplings, stand age, and 38-53 cm dbh tree size class. The best black-throated blue warbler model contained six variables - elevation, % cover by Vaccinium spp., litter depth, 53-68 cm dbh tree size class, ground cover %, and % cover by rhododendron (Rhododendron maximum). The Canada warbler model consisted of six variables - elevation, % cover by rhododendron, # of conifer trees, # tree species, % slope, and # standing snags. Chestnut-sided warbler distribution was best predicted by three habitat variables - elevation, canopy height, and litter depth. The hooded warbler stepwise model contained five variables -15-23 cm dbh tree size class, % shrub cover, elevation, % slope and forest type. The wood thrush model contained three variables - 30-38 cm dbh tree size class, 53-68 cm dbh tree size class, and canopy height. The worm-eating warbler model contained six habitat variables - elevation, slope, # tree species, forest type, # deciduous trees, and total basal area. Overall, elevation was the most important (P ≤ 0.05 - Wald Chi-square test) variable in predicting species\u27 distributions, occurring in six of the seven priority species models. Three of seven models contained (P ≤ 0.05 - Wald Chi-square test) slope and litter depth components. I also used habitat parameters to develop predictive models for patterns of avian species richness and abundance. Models of species richness and abundance containing all measured and derived habitat variables (n=62 variables) for neotropical migrant and resident songbirds explained 29 to 35% of the variation in the data (R2 = 0.29 - 0.35). Patterns of avian diversity, therefore, could not be predicted with a high degree of accuracy at this scale using standard forest vegetation variables. I also used habitat variables available in the CISC database to develop models to predict the seven priority species\u27 distributions (logistic regression) and avian species richness and abundance (linear regression). The CISC database yielded well-fitting models for the seven priority species (P ≤ 0.05) with correct classification rates (jackknife) ranging from 63% to 92%. Elevation was important (P ≤ 0.05 - Wald Chi-square test) in six of the seven priority species models. Selection patterns in cove hardwood, northern hardwood, and oak/hickory forest types were important (P ≤ 0.05 - Wald Chi-square test) in four of the seven CISC species models. CISC models for neotropical migrant and permanent resident richness and abundance had moderate predictive power (R2 = 0.21 - 0.48). The CISC database, thus, may not be useful for modeling patterns of avian diversity at the district level, although it worked well for single-species models